Kaiko Best Execution

Get a market-representative execution benchmark that’s ideal for reporting and demonstrating execution efficiency to clients.

Stream

• Historical data: No

• Live data: Yes

• Granularity: Every second

• Coverage: The top 10 exchanges on the Kaiko Exchange Ranking

• Limitations: Pricing is for specific trading pairs. If the pair doesn't belong to one of our vetted Exchanges (Top 10), the “unvetted” parameter needs to be set to “true” to get a price.

• Methodology: 10s. Aggregation Period MidPrice + VWAP. Download here.

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